Quantitative Researcher - Rates Volatility

Venture Search; Greater London; Sur place; GBP 110 000 - 180 000; Plein temps

Résumé du poste

Venture Search is assisting a high-performing hedge fund in London in recruiting a Quantitative Researcher for its Fixed Income desk. You will develop analytical models, pricing frameworks, and risk analytics across rates volatility, working closely with a Portfolio Manager to identify trading opportunities and translate research into executable strategies.

The role offers front-office exposure, opportunities to build proprietary alpha signals, and collaboration with robust trading

Qualifications

• Advanced degree in a quantitative or STEM discipline from a leading university.
• 5+ years of experience in quantitative research focused on rates volatility.
• Strong Python programming skills, with experience developing production-grade quantitative tools and systems.

Responsabilités

• Develop and implement quantitative models, pricing frameworks, and risk analytics across fixed income and rates volatility products.
• Take ownership of curve construction, risk measurement, P&L attribution, and valuation analytics across government bonds, interest rate futures, swaps, and options.
• Research and develop systematic relative-value strategies across rates volatility, including OTC swaptions, listed options, caps, and floors.
• Work directly with Portfolio Managers to identify trading opportunities, refine existing models, and translate research into actionable investment strategies.
• Build and maintain bespoke tools for hedging, risk management, scenario analysis, trade attribution, and execution optimisation.
• Collaborate with technology and operations teams to deploy and maintain robust, production-ready research and trading infrastructure.
• Operate directly on the trading desk, with the opportunity to develop proprietary alpha signals and progress towards implementing and running strategies.

Connaissances

Python

Quantitative research

Fixed income

Formation

Advanced degree

Description du poste

We are partnered with a high-performing, multi-strategy hedge fund with over $10bn in AUM, seeking a Quantitative Researcher to join a leading Fixed Income team and work directly alongside a Portfolio Manager specialising in linear rates volatility.

This is a front-office opportunity within one of the firm's top-performing teams, offering direct PM exposure and the chance to develop proprietary analytics, pricing models, and systematic relative-value strategies across the rates market.

The Role

• Develop and implement quantitative models, pricing frameworks, and risk analytics across fixed income and rates volatility products.
• Take ownership of curve construction, risk measurement, P&L attribution, and valuation analytics across government bonds, interest rate futures, swaps, and options.
• Research and develop systematic relative-value strategies across rates volatility, including OTC swaptions, listed options, caps, and floors.
• Work directly with Portfolio Managers to identify trading opportunities, refine existing models, and translate research into actionable investment strategies.
• Build and maintain bespoke tools for hedging, risk management, scenario analysis, trade attribution, and execution optimisation.
• Collaborate with technology and operations teams to deploy and maintain robust, production-ready research and trading infrastructure.
• Operate directly on the trading desk, with the opportunity to develop proprietary alpha signals and progress towards implementing and running strategies.

Experience

• Advanced degree in a quantitative or STEM discipline from a leading university.
• 5+ years of experience in quantitative research focused on rates volatility, ideally within a buy-side hedgefund.
• Strong Python programming skills, with experience developing production-grade quantitative tools and systems.
• Deep understanding of fixed income markets, interest rate derivatives, volatility products, curve dynamics, and risk analytics.
• Strong research and problem-solving capabilities, with the initiative to take ownership of projects in a high-performance, front-office environment.